Still playing Dark Souls on the PC? Hey, I don't blame you, it's a good game. However, if you would like to ensure your progress and achievements are moved over from Games for Windows Live to Steamworks, there are some important steps you need to do prior to February 16.

A new announcement on the Dark Souls community page at Steam gives detailed instructions on how to move your game over to Steam without any hassle. I will paste only the instructions below for those that have the game on Steam already. However, they also provide instructions for those who have the game via retail (disc) or who purchased through GFWL Marketplace directly (digital). For those special cases, head on over to the Community page for the additional details.
For users who purchased a Game for Windows live version from Steam prior to December 15:
1) Launch the game and connect to Games for Windows Live.
2) Run the game (only the currently signed-on user’s progress can be transferred to Steam).
3) Close Games for Windows Live
4) Right click on your game in the Steam Library, go into Properties, check that the BETA tab is set to “dsptde-2.0-“
5) Launch Dark Souls™ Prepare To Die Edition v2.0 from Steam
6) Sign in using the same live profile used in step-2 to import your Save Data and Achievements from the Games for Windows Live version to the Steam version for the same profile (gamertag)
7) The game will look for previous Save Data and Achievements. If they are detected on your computer, you should be able to continue your progress in the game and achievements should be unlocked in Steam.

If you purchased the game through Steam after December 15 all you need to do is:
1) Once the game is downloaded, right click on your game in the Steam library, go into properties, check that the BETA tab is set to “dsptde-2.0-“
2) Launch Dark Souls™ Prepare To Die Edition v2.0 from Steam.

If you purchase the game after February 16, 2015, you don't have to worry about doing anything extra. It should be noted that those using DSFix might run into some issues if you're altering the framerate at all. An updated version of DSFix (2.3) was released today that should address any issues that came up as a result of migrating to Steam.